Financial distress and jump tail risk : evidence from China's listed companies
Xiaoqun Liu, Yuchen Zhang, Mengqiao Tian, Youcong Chao
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Xiaoqun ; Zhang, Yuchen ; Tian, Mengqiao ; Chao, Youcong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 85.2023, p. 316-336
|
| Subject: | Financial distress anomaly | Jump tail risk | Logistic regression | China | Insolvenz | Insolvency | Kapitaleinkommen | Capital income | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Risikomaß | Risk measure | Aktiengesellschaft | Listed company | Risiko | Risk | Betriebliche Liquidität | Corporate liquidity | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.01.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014427889